Robbie,
I got my first dubias as nymphs and just put them in a 6 quart plastic bin with a lid with a bunch of holes in it.

I put in some paper egg crate in there and some empty paper towel tubes.
they will need a water source you can use a few cotton balls soaked in bottled water.
and use a small dish for food, I use uncooked oatmeal and crushed cherrioes

you can also put in fresh veg and citrus like oranges and carrots but don't leave in too long.
mold is a bad thing.

keep them warm they like temps from 80F to 90F and dark
if the plastic container is clear then put them in a dark area.

Now I have a couple hundred adults and they are in a 20 gallon plastic bin with paper AC filters
for the roaches to hide in.